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I'm writing in LyX and would like to format the intersection of groups such that the index appears directly below a large U. Currently I do the following which produces a relatively small U with the index as a subscript kind of off to the right a bit: $\cap_{2\leq n\in\mathbb{N}}A_{n}$

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The correct command to use is \bigcap that takes limits in display math mode. Not in in-line math mode, for typographical reasons. So

\[
\bigcap_{2\leq n\in\mathbb{N}}A_{n}
\]

will place the limits below the symbol, while the same input in $...$ won't (but it's the desired behavior, trust me).

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You can get it inline as well by using \limits. You would do that as follows: $\bigcap\limits_{2\leq n\in\mathbb{N}}A_{n}$. However, this won't look good at all in running text, so I suggest you follow egreg's advice and use display mode. –  Roelof Spijker Oct 31 '11 at 10:47
    
I'm completely new to latex and LyX, so I'm not sure what you mean when you say display mode and in-line mode. When I input a math formula I usually hit ctrl-m and type in the latex commands. Could you explain a little more in detail how I get this in LyX? –  Robert S. Barnes Nov 1 '11 at 9:31
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